+17.4%
HAL vs FLUT
-63.7%
+81.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -7.9% | -6.5% | -1.4% | -7.6% |
| 30D | -2.1% | +2.8% | -4.8% | -2.2% |
| 3M | +0.4% | -13.5% | +13.9% | +1.0% |
| 6M | -19.2% | -19.0% | -0.3% | -18.6% |
| YTD | +14.4% | -61.9% | +76.2% | +26.8% |
| All | +17.4% | -63.7% | +81.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling